+1,145.4%
EXC vs WCN
+6,839.3%
-5,693.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | +0.3% | -0.6% | +0.9% | +0.4% |
| 30D | -3.7% | +0.4% | -4.2% | -3.8% |
| 3M | -1.3% | +7.3% | -8.6% | -2.7% |
| 6M | -9.7% | -2.5% | -7.2% | -9.4% |
| YTD | +2.9% | -5.4% | +8.3% | +3.6% |
| 1Y | +4.4% | -8.5% | +12.8% | +5.7% |
| 3Y | +22.2% | +20.8% | +1.4% | +16.9% |
| 5Y | +46.7% | +30.0% | +16.7% | +38.1% |
| 10Y | +155.3% | +238.4% | -83.1% | +107.3% |
| All | +1,145.4% | +6,839.3% | -5,693.9% | +734.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WCN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling